CBOE Volatility Index


Trading Metrics calculated at close of trading on 21-Aug-2024
Day Change Summary
Previous Current
20-Aug-2024 21-Aug-2024 Change Change % Previous Week
Open 14.89 16.25 1.36 9.1% 20.79
High 15.93 17.17 1.24 7.8% 21.19
Low 14.78 15.92 1.14 7.7% 14.65
Close 15.88 16.27 0.39 2.5% 14.80
Range 1.15 1.25 0.10 8.7% 6.54
ATR 4.31 4.10 -0.22 -5.0% 0.00
Volume
Daily Pivots for day following 21-Aug-2024
Classic Woodie Camarilla DeMark
R4 20.20 19.49 16.96
R3 18.95 18.24 16.61
R2 17.70 17.70 16.50
R1 16.99 16.99 16.38 17.35
PP 16.45 16.45 16.45 16.63
S1 15.74 15.74 16.16 16.10
S2 15.20 15.20 16.04
S3 13.95 14.49 15.93
S4 12.70 13.24 15.58
Weekly Pivots for week ending 16-Aug-2024
Classic Woodie Camarilla DeMark
R4 36.50 32.19 18.40
R3 29.96 25.65 16.60
R2 23.42 23.42 16.00
R1 19.11 19.11 15.40 18.00
PP 16.88 16.88 16.88 16.32
S1 12.57 12.57 14.20 11.46
S2 10.34 10.34 13.60
S3 3.80 6.03 13.00
S4 -2.74 -0.51 11.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17.17 14.46 2.71 16.7% 1.41 8.6% 67% True False
10 29.47 14.46 15.01 92.3% 2.49 15.3% 12% False False
20 65.73 14.46 51.27 315.1% 5.38 33.1% 4% False False
40 65.73 10.62 55.11 338.7% 3.36 20.7% 10% False False
60 65.73 10.62 55.11 338.7% 2.56 15.7% 10% False False
80 65.73 10.62 55.11 338.7% 2.14 13.2% 10% False False
100 65.73 10.62 55.11 338.7% 2.09 12.9% 10% False False
120 65.73 10.62 55.11 338.7% 1.89 11.6% 10% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 22.48
2.618 20.44
1.618 19.19
1.000 18.42
0.618 17.94
HIGH 17.17
0.618 16.69
0.500 16.55
0.382 16.40
LOW 15.92
0.618 15.15
1.000 14.67
1.618 13.90
2.618 12.65
4.250 10.61
Fisher Pivots for day following 21-Aug-2024
Pivot 1 day 3 day
R1 16.55 16.12
PP 16.45 15.97
S1 16.36 15.82

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These figures are updated between 7pm and 10pm EST after a trading day.

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